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In this paper we study how Lagrange duality is connected to optimization problems whose objective function is the difference of two convex functions, briefly called DC problems. We present two Lagrange dual problems, each of them obtained…

Optimization and Control · Mathematics 2024-03-19 M. D. Fajardo , J. Vidal-Nunez

The main problem considered in the present paper is to single out classes of convex sets, whose convexity property is preserved under nonlinear smooth transformations. Extending an approach due to B.T. Polyak, the present study focusses on…

Optimization and Control · Mathematics 2019-06-06 Amos Uderzo

We study the convex duality method for robust utility maximization in the presence of a random endowment. When the underlying price process is a locally bounded semimartingale, we show that the fundamental duality relation holds true for a…

Computational Finance · Quantitative Finance 2015-03-17 Keita Owari

An abstract convergence theorem for a class of generalized descent methods that explicitly models relative errors is proved. The convergence theorem generalizes and unifies several recent abstract convergence theorems. It is applicable to…

Optimization and Control · Mathematics 2017-11-22 Peter Ochs

This paper aims to study the dual of an extended locally convex space. In particular, we study the weak and weak* topologies as well as the topology of uniform convergence on bounded subsets of an extended locally convex space. As an…

Functional Analysis · Mathematics 2023-01-10 Akshay Kumar , Varun Jindal

Nonlinear eigenvalue problems for pairs of homogeneous convex functions are particular nonlinear constrained optimization problems that arise in a variety of settings, including graph mining, machine learning, and network science. By…

Optimization and Control · Mathematics 2022-09-15 Francesco Tudisco , Dong Zhang

A new directional derivative and a new subdifferential for set-valued convex functions are constructed, and a set-valued version of the so-called 'max-formula' is proven. The new concepts are used to characterize solutions of convex…

Optimization and Control · Mathematics 2012-07-24 Andreas H. Hamel , Carola Schrage

We provide three new proofs of the strong concavity of the dual function of some convex optimization problems. For problems with nonlinear constraints, we show that the the assumption of strong convexity of the objective cannot be weakened…

Optimization and Control · Mathematics 2021-05-04 Vincent Guigues

Integrally convex functions constitute a fundamental function class in discrete convex analysis, including M-convex functions, L-convex functions, and many others. This paper aims at a rather comprehensive survey of recent results on…

Combinatorics · Mathematics 2023-02-23 Kazuo Murota , Akihisa Tamura

In this note the result by A. Swift concerning the embeddability of countably branching bundle graphs into Banach spaces is extended from the context of reflexive spaces with an unconditional asymptotic structure to the context of dual…

Functional Analysis · Mathematics 2021-04-22 Yoël Perreau

We prove weak duality between two recent convex relaxation methods for bounding the optimal value of a constrained variational problem in which the objective is an integral functional. The first approach, proposed by Valmorbida et al. (IEEE…

Optimization and Control · Mathematics 2019-07-01 Giovanni Fantuzzi

Discrete Fenchel duality is one of the central issues in discrete convex analysis. The Fenchel-type min-max theorem for a pair of integer-valued M-natural-convex functions generalizes the min-max formulas for polymatroid intersection and…

Combinatorics · Mathematics 2021-12-07 Kazuo Murota , Akihisa Tamura

We develop an abstract theory to obtain Harnack inequality for non homogeneous PDEs in the setting of quasi metric spaces. The main idea is to adapt the notion of double ball and critical density property given by Di Fazio, Guti\'errez,…

Analysis of PDEs · Mathematics 2017-09-13 Chiara Guidi , Annamaria Montanari

We prove implicit function theorems for mappings on topological vector spaces over valued fields. In the real and complex cases, we obtain implicit function theorems for mappings from arbitrary (not necessarily locally convex) topological…

General Mathematics · Mathematics 2007-05-23 Helge Glockner

We introduce the homogeneous and piecewise multilinear extensions and the eigenvalue problem for locally Lipschitz function pairs, in order to develop a systematic framework for relating discrete and continuous min-max problems. This also…

Combinatorics · Mathematics 2021-11-25 Jürgen Jost , Dong Zhang

Among other things, we show that the ideal sheaf of a complex Hilbert submanifold of a pseudoconvex open subset of Hilbert space is acyclic over the ambient pseudoconvex open set. We also prove a vanishing theorem for a fairly general class…

Complex Variables · Mathematics 2007-05-23 Imre Patyi

The paper concerns the investigation of nonconvex and nondifferentiable integral functionals on general Banach spaces, which may not be reflexive and/or separable. Considering two major subdifferentials of variational analysis, we derive…

Optimization and Control · Mathematics 2016-03-28 Boris S. Mordukhovich , Nobusumi Sagara

Smooth Equations of the form G[z]=0 are investigated in Banach spaces with the aim of continuing the basic solution G[0]=0 to a solution curve of G[z]=0 with the implicit function theorem. If the linearization is surjective, then the…

Algebraic Geometry · Mathematics 2019-07-25 Matthias Stiefenhofer

We extend the definition of weak and strong convergence to sequences of Sobolev-functions whose underlying domains themselves are converging. In contrast to previous works, we do so without ever assuming any sort of reference configuration.…

Analysis of PDEs · Mathematics 2024-11-20 Nikita Evseev , Malte Kampschulte , Alexander Menovschikov

In $\mathbb{R}^d$, a closed, convex set has zero Lebesgue measure if and only its interior is empty. More generally, in separable, reflexive Banach spaces, closed and convex sets are Haar null if and only if their interior is empty. We…

Functional Analysis · Mathematics 2024-11-22 Davide Ravasini
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